Geert Bekaert : Citation Profile

Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

48

H index

66

i10 index

11638

Citations

RESEARCH PRODUCTION:

66

Articles

104

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 401
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 1146.    Total self citations: 118 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe52
   Updated: 2020-05-23    RAS profile: 2020-05-13    
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Relations with other researchers

Works with:

Inghelbrecht, Koen (4)

Mehl, Arnaud (4)

Hoerova, Marie (3)

Fratzscher, Marcel (2)

Ehrmann, Michael (2)

Moreno, Antonio (2)

Harvey, Campbell (2)

Wei, Min (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (89)

Guesmi, Khaled (88)

Ang, Andrew (72)

Warnock, Francis (70)

Fratzscher, Marcel (67)

Schmukler, Sergio (66)

Stulz, René (62)

Sarno, Lucio (61)

GUPTA, RANGAN (57)

GUESMI, Khaled (56)

Nguyen, Duc Khuong (55)

Cites to:

Harvey, Campbell (114)

Campbell, John (94)

Hodrick, Robert (63)

Levine, Ross (42)

Bollerslev, Tim (38)

Ang, Andrew (37)

Shiller, Robert (34)

Marshall, David (30)

Lundblad, Christian (29)

Hansen, Lars (28)

Shleifer, Andrei (27)

Main data

Where Geert Bekaert has published?

Journals with more than one article published# docs
Journal of Finance9
Review of Financial Studies8
Journal of Financial Economics8
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Empirical Finance3
Journal of Business & Economic Statistics2
Journal of International Economics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2
Proceedings / Federal Reserve Bank of San Francisco2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2

Recent works citing Geert Bekaert (2020 and 2019)

YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2017The Relaxing of Capital Controls and Rise of External Debt. (2017). Zehri, Chokri. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2017.61.70.

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2017Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2017Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Suzuki, Ken-Ichi ; Hakeem, Muhammad Mohsin . In: Papers. RePEc:arx:papers:1712.10274.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2019A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2019A factor-model approach for correlation scenarios and correlation stress-testing. (2019). Woebbeking, Fabian ; Packham, Natalie. In: Papers. RePEc:arx:papers:1807.11381.

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2018Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2020On the bail-out dividend problem for spectrally negative Markov additive models. (2019). Yu, Xiang ; Jos'e-Luis P'erez, ; Noba, Kei. In: Papers. RePEc:arx:papers:1901.03021.

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2019The fractional and mixed-fractional CEV model. (2019). Araneda, Axel A. In: Papers. RePEc:arx:papers:1903.05747.

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2019The Coevolution of Banks and Corporate Securities Markets: The Financing of Belgiums Industrial Take-Off in the 1830s. (2019). Ugolini, Stefano. In: Papers. RePEc:arx:papers:1906.11023.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2019Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2019iCurrency?. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1911.01272.

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2019Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952.

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2020Conditional Correlations and Principal Regression Analysis for Futures. (2019). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine. In: Papers. RePEc:arx:papers:1912.12354.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Neural Networks and Value at Risk. (2020). Arimond, Alexander ; Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian. In: Papers. RePEc:arx:papers:2005.01686.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2018Does Financial and Trade Liberalization Drive Private Savings in Pakistan?. (2018). Hye, Qazi-Muhammad Adnan ; Lau, Wee-Yeap. In: Asian Development Policy Review. RePEc:asi:adprev:2018:p:198-212.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2018Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach. (2018). Akpansung, Aniekan Okon ; Waziri, Shall Erinus. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:172-188.

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2019Determinants of Dividend Payout Policy in Emerging Markets: Evidence from the ASEAN Region. (2019). Tran, Manh Dung ; Nguyen, Xuan Hung ; Ha, Thi Thai. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:531-546.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2019Interaction between Energy Consumption and Economic Growth in Pakistan: A More Comprehensive Analysis Using ARDL Approach. (2019). Younas, Muhammad Zeeshan ; Khan, Oshin. In: Energy Economics Letters. RePEc:asi:eneclt:2019:p:30-51.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement. (2018). SHEN, XIANGJIN ; Goldman, Elena. In: Staff Working Papers. RePEc:bca:bocawp:18-21.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2019The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2018Finance and Employment Formalization: Evidence from Mexicos ENIGH, 2000-2016. (2018). Santiago, Bazdresch. In: Working Papers. RePEc:bdm:wpaper:2018-14.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Popescu, Alexandra ; Levieuge, Gregory ; Colletaz, Gilbert. In: Working papers. RePEc:bfr:banfra:694.

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Comments on The global impact of risk-off shocks. (2019). Disyatat, Piti. In: BIS Papers chapters. RePEc:bis:bisbpc:102-04.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:797.

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2019Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu. In: BIS Working Papers. RePEc:bis:biswps:814.

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2019Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period. (2019). Portugal, Marcelo Savino ; Marodin, Fabrizio Almeida. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:36-66.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2018The Role of Property Rights in the Relationship between Capital Flows and Economic Growth in SSA: Do Natural Resources Endowment and Country Income Level Matter?. (2018). Coulibaly, Sionfou Seydou ; SOUMAR, ISSOUF ; Gakpa, Lewis Landry. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:112-130.

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2017Host countries’ growth opportunities and Chinas outward FDI. (2017). Shen, Jun ; Li, LI. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:2:p:78-95.

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2017Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162.

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2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.

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2019CULTURE, LEGAL ORIGINS, AND FINANCIAL DEVELOPMENT. (2019). Ang, James B ; Bang, James . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1016-1037.

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2018Finance, Investment and Growth: Evidence for Italy. (2018). Capolupo, Rosa. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:145-186.

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2018Protecting Property: The Politics of Redistribution, Expropriation, and Market Openness. (2018). Pond, Amy. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:2:p:181-210.

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2017Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218.

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2018The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:823-852.

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2018Bond offerings in China : The role of ownership. (2018). Weill, Laurent ; Klein, Paula Olivier. In: The Economics of Transition. RePEc:bla:etrans:v:26:y:2018:i:3:p:363-399.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2019The information content of the implied volatility term structure on future returns. (2019). Yen, Kuangchieh ; Wang, Yawhuei. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:380-406.

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2019Will Money Talk? Firm Bribery and Credit Access. (2019). Ongena, Steven ; Qi, Shusen. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:117-157.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018THE FINANCIAL REPRESSION†LIBERALIZATION DEBATE: TAKING STOCK, LOOKING FOR A SYNTHESIS. (2018). Loizos, Konstantinos. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:440-468.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2018Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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2017Estimating standard errors in spatial panel models with time varying spatial correlation. (2017). Davenport, Frank. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i::p:s155-s177.

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2018The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey. In: Real Estate Economics. RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2019Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. (2019). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952.

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2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). Smietanka, Pawel ; Mizen, Paul ; bloom, nicholas. In: Bank of England working papers. RePEc:boe:boeewp:0753.

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2019Tail risk interdependence. (2019). Chiu, Ching-Wai ; Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0815.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

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2019Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_020.

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2020The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_001.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Real effects of bank capital regulations : Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023.

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2018Democratic development and credit : “Democracy doesn`t come Cheap” But at least credit to its corporations will be. (2018). Ongena, Steven ; HASAN, IFTEKHAR ; Delis, Manthos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_018.

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2019Friends for the benefits: The effects of political ties on sovereign borrowing conditions. (2019). HASAN, IFTEKHAR ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_013.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of

Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:

YearTitleTypeCited

Works by Geert Bekaert:

YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article11
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]		article29
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article438
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 438		paper
2010Inflation risk and the inflation risk premium In: Economic Policy.
[Full Text][Citation analysis]		article57
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article246
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 246		paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article818
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 818		paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
[Full Text][Citation analysis]		article133
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133		paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		article780
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 780		paper
2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]		article149
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 149		paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		article133
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
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2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
[Full Text][Citation analysis]		article191
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
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2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article204
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2008International stock return comovements.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
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2005International Stock Return Comovements.(2005) In: Working Papers.
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2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 204		paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
[Full Text][Citation analysis]		article234
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
[Full Text][Citation analysis]		article96
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 96		article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2019Good Carry, Bad Carry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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2019Currency Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2019Currency Factors.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper56
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
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2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper302
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 302		article
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
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2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper99
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
[Full Text][Citation analysis]
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2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
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2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper175
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
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2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper79
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper57
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper26
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper406
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 406		article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
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2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 406		paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]		paper2
2018International Financial Management In: Cambridge Books.
[Citation analysis]		book2
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
[Full Text][Citation analysis]		article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
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2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper151
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		paper
2016Political risk and international valuation In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article10
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]		article198
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 198		paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article77
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]		article135
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article273
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
[Full Text][Citation analysis]		article37
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]		article72
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
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2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
[Full Text][Citation analysis]		article47
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 47		paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article643
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 643		paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article177
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
This paper has another version. Agregated cites: 177		paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article215
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 215		paper
2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]		article90
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 90		paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article803
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 803		paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 803		paper
1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article136
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136		paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article168
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 168		paper
2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article232
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 232		paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article90
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article81
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article127
1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article400
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article49
2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49		paper
2015Macroeconomic regimes In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article24
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 24		paper
2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 24		paper
2011Financial Openness and Productivity In: World Development.
[Full Text][Citation analysis]		article80
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
2004The term structure of real rates and expected inflation In: Proceedings.
[Full Text][Citation analysis]		article47
2009Inflation and the stock market: Understanding the “Fed Model” In: Proceedings.
[Full Text][Citation analysis]		article6
2014Flights to Safety In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper24
2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2020Flights to Safety.(2020) In: Review of Financial Studies.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper14
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2017Macro Risks and the Term Structure of Interest Rates In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5		paper
1997\\Peso problem\\ explanations for term structure anomalies In: Working Paper Series, Issues in Financial Regulation.
[Full Text][Citation analysis]		paper35
2007The determinants of stock and bond return comovements In: Working Paper Research.
[Full Text][Citation analysis]		paper54
2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
[Full Text][Citation analysis]		chapter76
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2019On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2014Political Risk Spreads In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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This paper has another version. Agregated cites: 32		article
2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2019The Time Variation in Risk Appetite and Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2020The Variance Risk Premium in Equilibrium Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		paper83
1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 83		article
1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper521
2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 521		article
1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
[Full Text][Citation analysis]		paper36
2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		article
1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
[Full Text][Citation analysis]		paper55
1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2001Stock Return Predictability: Is it There? In: NBER Working Papers.
[Full Text][Citation analysis]		paper266
2007Stock Return Predictability: Is it There?.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 266		article
2003Market Integration and Contagion In: NBER Working Papers.
[Full Text][Citation analysis]		paper441
2005Market Integration and Contagion.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 441		article
2002International Asset Allocation With Regime Shifts In: Review of Financial Studies.
[Citation analysis]		article581
1995Market Integration and Investment Barriers in Emerging Equity Markets. In: World Bank Economic Review.
[Citation analysis]		article195
1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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1995The role of capital markets in economic growth In: Textos para discussão.
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